I have the trader standing on the edge of the map as well, also listed as friendly and not merchant.
I have doubts that he is a vampire, as the world(as far as I can tell in legends) has no vampires and it is only year 6 in history.
Save is http://dffd.wimbli.com/file.php?id=5609 [^]

I notice they tend to block other migrants from entering the map. Once a trader enters the map he stands at the edge. After a while, the blinking X goes away and he begins wandering around. This "unblocks" the migrant wave, allowing the rest of the migrants to enter the map with a blinking X as normal.

I can confirm they do join other merchants at the trade depot and leave with them.

I've had this exact same problem in the 34.05, I can also confirm the blocking of immigrant waves, it's coming up on autumn now, will check if they join the traders and leave, (Previous ones all got killed by goblins) but I expect they will.

Confirmed for 34.06. Had abandoned a previous fortress, every migrant in the next was from that previous fortress (both fortress were from the same civilization) and all of them were marked as friendly. Game breaker bug

Not 100% sure this is the same bug though. These guys behave as described, but they are not traders. They have normal job titles like regular migrants. They also do not move toward the depot when traders arrive. Instead opting to mill at the map edge until a siege decides to steamroll them.

In my 34.06 -> 34.07 fortress, the two Traders who appeared waited at the edge of the map until a dwarven trade caravan arrived. As soon as the dwarven caravan arrived, the Traders joined it, and left the map when it did.

If these were wannabe Brokers, then it appears that when a migrant is randomly generated with the Trader profession the game is for some reason mistakenly assuming that they are part of a trade caravan when they enter the map with a normal migration wave. With no dwarven trade caravan present, they just loiter at the map edge until a caravan shows up that they can join.

I had this all the time in a fort where the dwarf civ had been wiped out and the only historical living dwarves were 5 necromancers. I assumed it came from the game generating traders to run the caravan, and then trying to pull them from the civilization population pool for immigrant waves the next season, as they were the only eligible dwarves the civ had left.

ellindsey: that's pretty much exatly what appears to be happening - in fact, using dfhack reveals that they have the "merchant" flag set on them, and clearing that flag causes them to join your fortress as intended, albeit naked (since it's apparently neglecting to assign them ownership of their clothes).

Same issue as Greiger: In one fort, the first immigration wave was entirely Dwarves with the merchant tile, and they were listed as "Friendly" in the u screen. There had been similar individuals loitering at the edge of the map in earlier forts, but I assumed it was merchants who failed to go home for some reason - this time is was definitively an entire immigration wave.

It was my second fort in that world, from the same culture, if it matters.

After searching through a full disassembly to find the code responsible for setting the "merchant" flag (and only finding the code for spawning caravan merchants), I suspect that what's actually happening is that former caravan merchants are having their profession changed from "Merchant" to "Trader" (either by some special rule or by recalculating it based on their skills) when they leave the map, making them eligible to become a migrant.

Same issue here. Also, deciding that these "Trader" dwarves were actually either vampires or were-somethings, I had them killed. Upon killing them, my military turned on the dwarf that apparently laid the killing blow, killing that dwarf as well.

Additionally, my fortress assigned the three tradesdwarves coffins after they got jumped by a gobbo ambush. No such courtesy was extended to the three elven traders who got pasted by the same ambush. Significance of this is unclear - may simply be because dwarven caravan members are from same civ and elves are not.

This happened to me as well; four traders were stuck on the edge of the map and got reamed by two simultaneous goblin ambushes. One of them managed to come back as a "Ghostly Trader" before I was able to build a memorial slab for him, whatever that's worth.

I have observed that caravan guards and merchants are able to show up as migrants (see 0008096). Therefore, I suggest that the original cause of this bug was probably that when historical merchants were chosen as migrants, their entity memberships weren't being properly updated. I am now getting migrants whom I can positively identity as former caravan members, and they are properly becoming citizens of my fortress, so I also think this is probably fixed.